| Trading Metrics calculated at close of trading on 15-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
16,878 |
16,981 |
103 |
0.6% |
16,968 |
| High |
17,017 |
17,045 |
28 |
0.2% |
16,978 |
| Low |
16,877 |
16,932 |
55 |
0.3% |
16,722 |
| Close |
16,978 |
16,988 |
10 |
0.1% |
16,881 |
| Range |
140 |
113 |
-27 |
-19.3% |
256 |
| ATR |
114 |
114 |
0 |
-0.1% |
0 |
| Volume |
92,371 |
155,706 |
63,335 |
68.6% |
637,077 |
|
| Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,327 |
17,271 |
17,050 |
|
| R3 |
17,214 |
17,158 |
17,019 |
|
| R2 |
17,101 |
17,101 |
17,009 |
|
| R1 |
17,045 |
17,045 |
16,998 |
17,073 |
| PP |
16,988 |
16,988 |
16,988 |
17,003 |
| S1 |
16,932 |
16,932 |
16,978 |
16,960 |
| S2 |
16,875 |
16,875 |
16,967 |
|
| S3 |
16,762 |
16,819 |
16,957 |
|
| S4 |
16,649 |
16,706 |
16,926 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,628 |
17,511 |
17,022 |
|
| R3 |
17,372 |
17,255 |
16,952 |
|
| R2 |
17,116 |
17,116 |
16,928 |
|
| R1 |
16,999 |
16,999 |
16,905 |
16,930 |
| PP |
16,860 |
16,860 |
16,860 |
16,826 |
| S1 |
16,743 |
16,743 |
16,858 |
16,674 |
| S2 |
16,604 |
16,604 |
16,834 |
|
| S3 |
16,348 |
16,487 |
16,811 |
|
| S4 |
16,092 |
16,231 |
16,740 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,045 |
16,722 |
323 |
1.9% |
130 |
0.8% |
82% |
True |
False |
128,036 |
| 10 |
17,045 |
16,722 |
323 |
1.9% |
119 |
0.7% |
82% |
True |
False |
115,927 |
| 20 |
17,045 |
16,650 |
395 |
2.3% |
115 |
0.7% |
86% |
True |
False |
119,172 |
| 40 |
17,045 |
16,255 |
790 |
4.7% |
105 |
0.6% |
93% |
True |
False |
66,530 |
| 60 |
17,045 |
16,209 |
836 |
4.9% |
102 |
0.6% |
93% |
True |
False |
44,361 |
| 80 |
17,045 |
15,888 |
1,157 |
6.8% |
105 |
0.6% |
95% |
True |
False |
33,273 |
| 100 |
17,045 |
15,888 |
1,157 |
6.8% |
99 |
0.6% |
95% |
True |
False |
26,620 |
| 120 |
17,045 |
15,154 |
1,891 |
11.1% |
92 |
0.5% |
97% |
True |
False |
22,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,525 |
|
2.618 |
17,341 |
|
1.618 |
17,228 |
|
1.000 |
17,158 |
|
0.618 |
17,115 |
|
HIGH |
17,045 |
|
0.618 |
17,002 |
|
0.500 |
16,989 |
|
0.382 |
16,975 |
|
LOW |
16,932 |
|
0.618 |
16,862 |
|
1.000 |
16,819 |
|
1.618 |
16,749 |
|
2.618 |
16,636 |
|
4.250 |
16,452 |
|
|
| Fisher Pivots for day following 15-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
16,989 |
16,964 |
| PP |
16,988 |
16,940 |
| S1 |
16,988 |
16,916 |
|